-32.2%
MOS vs EIX
+22.1%
-54.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | +22.5% | +2.5% | +20.0% | +21.9% |
| 30D | +6.6% | +14.1% | -7.4% | +3.6% |
| 3M | -3.8% | -9.4% | +5.6% | -3.2% |
| 6M | -2.2% | -9.1% | +6.9% | -1.7% |
| YTD | -4.8% | +7.1% | -11.9% | -9.1% |
| 1Y | -11.7% | +13.3% | -25.0% | -17.1% |
| 3Y | -26.5% | +10.9% | -37.4% | -33.4% |
| 5Y | -32.2% | +21.0% | -53.2% | -45.7% |
| All | -32.2% | +22.1% | -54.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling